CME Japanese Yen Future March 2009

Trading Metrics calculated at close of trading on 09-Oct-2008

Day Change Summary
	Previous	Current
	08-Oct-2008	09-Oct-2008	Change	Change %	Previous Week
Open	1.0011	1.0085	0.0074	0.7%	0.9728
High	1.0276	1.0130	-0.0146	-1.4%	0.9778
Low	1.0011	1.0014	0.0003	0.0%	0.9567
Close	1.0133	1.0111	-0.0022	-0.2%	0.9637
Range	0.0265	0.0116	-0.0149	-56.2%	0.0211
ATR	0.0147	0.0145	-0.0002	-1.3%	0.0000
Volume	336	64	-272	-81.0%	33

Daily Pivots for day following 09-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0433	1.0388	1.0175
R3	1.0317	1.0272	1.0143
R2	1.0201	1.0201	1.0132
R1	1.0156	1.0156	1.0122	1.0179
PP	1.0085	1.0085	1.0085	1.0096
S1	1.0040	1.0040	1.0100	1.0063
S2	0.9969	0.9969	1.0090
S3	0.9853	0.9924	1.0079
S4	0.9737	0.9808	1.0047

Weekly Pivots for week ending 03-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0294	1.0176	0.9753
R3	1.0083	0.9965	0.9695
R2	0.9872	0.9872	0.9676
R1	0.9754	0.9754	0.9656	0.9708
PP	0.9661	0.9661	0.9661	0.9637
S1	0.9543	0.9543	0.9618	0.9497
S2	0.9450	0.9450	0.9598
S3	0.9239	0.9332	0.9579
S4	0.9028	0.9121	0.9521

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0276	0.9641	0.0635	6.3%	0.0158	1.6%	74%	False	False	98
10	1.0276	0.9567	0.0709	7.0%	0.0101	1.0%	77%	False	False	61
20	1.0276	0.9360	0.0916	9.1%	0.0082	0.8%	82%	False	False	49

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0623
2.618	1.0434
1.618	1.0318
1.000	1.0246
0.618	1.0202
HIGH	1.0130
0.618	1.0086
0.500	1.0072
0.382	1.0058
LOW	1.0014
0.618	0.9942
1.000	0.9898
1.618	0.9826
2.618	0.9710
4.250	0.9521

Fisher Pivots for day following 09-Oct-2008
Pivot	1 day	3 day
R1	1.0098	1.0102
PP	1.0085	1.0092
S1	1.0072	1.0083

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols